Fulvio Marchese In Saecula Saeculorum To EUR Hedged Portfolio: Rolling Returns

Data Source: from January 1950 to May 2024 (~74 years)
Consolidated Returns as of 31 May 2024
This asset allocation page includes ETFs that are not available in our database in EUR or are not yet mapped to the specific ones. We kept the original tickers and calculated returns using historical exchange rates or, if applicable, interest rate differentials for currency hedging.

You need to choose EUR-based ETFs that follow the same benchmarks. Actual returns should be comparable, but they may vary due to differences in sampling methods, annual fees, and the exchange rates used for month-end calculations. Similar EUR ETFs (hedged or not) may not always be available.

Holding the Fulvio Marchese In Saecula Saeculorum To EUR Hedged Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~74 years), the longest period with a negative return lasted 53 months (from February 1966 to June 1970).

This means that every rolling period of 54 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Fulvio Marchese In Saecula Saeculorum To EUR Hedged Portfolio: ETF allocation and returns page.

Previous vs subsequent Returns

Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?

In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.

Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area

FULVIO MARCHESE IN SAECULA SAECULORUM TO EUR HEDGED PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to May 2024

The annualized return of the last 10 years has been 5.46% (updated at May 31, 2024).

Rolling Returns

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

FULVIO MARCHESE IN SAECULA SAECULORUM TO EUR HEDGED PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 June 1994 - 31 May 2024 (30 Years)
Data Source: 1 January 1950 - 31 May 2024 (~74 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.51% +43.57%
Jul 1982 - Jun 1983
-17.74%
Mar 2008 - Feb 2009
15.42%
136 out of 882
Euro Inflation Adjusted +6.25% +39.90%
Jul 1982 - Jun 1983
-24.52%
Nov 2021 - Oct 2022
21.77%
192 out of 882
1 Year Annualized Rolling Returns
Timeframes ending in every month
1 Year Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 2 Years (24 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.27% +23.58%
Jul 1984 - Jun 1986
-7.38%
Jul 1968 - Jun 1970
8.16%
71 out of 870
Euro Inflation Adjusted +5.70% +22.34%
Jul 1984 - Jun 1986
-12.56%
Nov 2021 - Oct 2023
15.52%
135 out of 870
2 Years Annualized Rolling Returns
Timeframes ending in every month
2 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 3 Years (36 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.16% +20.24%
Nov 1990 - Oct 1993
-2.31%
Mar 2006 - Feb 2009
2.21%
19 out of 858
Euro Inflation Adjusted +5.64% +19.15%
Aug 1984 - Jul 1987
-5.91%
Oct 1971 - Sep 1974
12.24%
105 out of 858
3 Years Annualized Rolling Returns
Timeframes ending in every month
3 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 4 Years (48 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.75% +18.71%
Jul 1982 - Jun 1986
-0.20%
Mar 2005 - Feb 2009
0.12%
1 out of 846
Euro Inflation Adjusted +5.27% +16.55%
Jul 1982 - Jun 1986
-2.38%
Aug 1978 - Jul 1982
6.03%
51 out of 846
4 Years Annualized Rolling Returns
Timeframes ending in every month
4 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 5 Years (60 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.89% +17.21%
Aug 1982 - Jul 1987
+0.83%
Jun 1965 - May 1970
0.00%
0 out of 834
Euro Inflation Adjusted +5.41% +15.50%
Aug 1982 - Jul 1987
-1.73%
Jul 1977 - Jun 1982
3.60%
30 out of 834
5 Years Annualized Rolling Returns
Timeframes ending in every month
5 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 6 Years (72 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.96% +15.01%
Nov 1990 - Oct 1996
+1.78%
Jul 1964 - Jun 1970
0.00%
0 out of 822
Euro Inflation Adjusted +5.33% +12.70%
Aug 1950 - Jul 1956
-3.00%
Oct 1968 - Sep 1974
2.07%
17 out of 822
6 Years Annualized Rolling Returns
Timeframes ending in every month
6 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 7 Years (84 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.74% +15.19%
Oct 1990 - Sep 1997
+2.88%
Oct 1967 - Sep 1974
0.00%
0 out of 810
Euro Inflation Adjusted +5.36% +12.01%
Oct 1990 - Sep 1997
-1.67%
Oct 1967 - Sep 1974
1.36%
11 out of 810
7 Years Annualized Rolling Returns
Timeframes ending in every month
7 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 8 Years (96 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.76% +14.40%
Nov 1990 - Oct 1998
+3.18%
Nov 2000 - Oct 2008
0.00%
0 out of 798
Euro Inflation Adjusted +5.48% +11.58%
Nov 1990 - Oct 1998
-0.18%
Oct 1973 - Sep 1981
0.13%
1 out of 798
8 Years Annualized Rolling Returns
Timeframes ending in every month
8 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 9 Years (108 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.85% +13.70%
Nov 1990 - Oct 1999
+2.50%
Mar 2000 - Feb 2009
0.00%
0 out of 786
Euro Inflation Adjusted +5.66% +11.04%
Nov 1990 - Oct 1999
-0.64%
Jul 1973 - Jun 1982
0.89%
7 out of 786
9 Years Annualized Rolling Returns
Timeframes ending in every month
9 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 10 Years (120 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.86% +13.05%
Jan 1989 - Dec 1998
+2.98%
Mar 1999 - Feb 2009
0.00%
0 out of 774
Euro Inflation Adjusted +5.63% +10.17%
Aug 1982 - Jul 1992
-0.65%
Jul 1972 - Jun 1982
0.65%
5 out of 774
10 Years Annualized Rolling Returns
Timeframes ending in every month
10 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 11 Years (132 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.95% +13.20%
Jul 1982 - Jun 1993
+3.41%
Mar 1998 - Feb 2009
0.00%
0 out of 762
Euro Inflation Adjusted +5.55% +10.58%
Jul 1982 - Jun 1993
+0.35%
Apr 1971 - Mar 1982
0.00%
0 out of 762
11 Years Annualized Rolling Returns
Timeframes ending in every month
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 12 Years (144 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.87% +12.51%
Jun 1984 - May 1996
+4.49%
Mar 1997 - Feb 2009
0.00%
0 out of 750
Euro Inflation Adjusted +5.49% +9.87%
Oct 1985 - Sep 1997
+1.13%
Jun 1972 - May 1984
0.00%
0 out of 750
12 Years Annualized Rolling Returns
Timeframes ending in every month
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 13 Years (156 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.85% +12.94%
Aug 1984 - Jul 1997
+4.66%
Oct 1961 - Sep 1974
0.00%
0 out of 738
Euro Inflation Adjusted +5.48% +10.38%
Aug 1984 - Jul 1997
+0.41%
Oct 1968 - Sep 1981
0.00%
0 out of 738
13 Years Annualized Rolling Returns
Timeframes ending in every month
13 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 14 Years (168 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.83% +12.77%
Jul 1984 - Jun 1998
+5.14%
Jul 1968 - Jun 1982
0.00%
0 out of 726
Euro Inflation Adjusted +5.36% +10.31%
Jul 1984 - Jun 1998
+0.25%
Jul 1968 - Jun 1982
0.00%
0 out of 726
14 Years Annualized Rolling Returns
Timeframes ending in every month
14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 15 Years (180 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.82% +12.95%
Aug 1982 - Jul 1997
+5.44%
Aug 1967 - Jul 1982
0.00%
0 out of 714
Euro Inflation Adjusted +5.28% +10.36%
Aug 1982 - Jul 1997
+0.77%
Aug 1967 - Jul 1982
0.00%
0 out of 714
15 Years Annualized Rolling Returns
Timeframes ending in every month
15 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 16 Years (192 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.66% +12.93%
Jul 1982 - Jun 1998
+5.57%
Oct 1965 - Sep 1981
0.00%
0 out of 702
Euro Inflation Adjusted +5.27% +10.40%
Jul 1982 - Jun 1998
+1.15%
Oct 1965 - Sep 1981
0.00%
0 out of 702
16 Years Annualized Rolling Returns
Timeframes ending in every month
16 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 17 Years (204 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.69% +12.58%
Jul 1982 - Jun 1999
+5.49%
Jul 1965 - Jun 1982
0.00%
0 out of 690
Euro Inflation Adjusted +5.33% +10.14%
Jul 1982 - Jun 1999
+1.05%
Jul 1965 - Jun 1982
0.00%
0 out of 690
17 Years Annualized Rolling Returns
Timeframes ending in every month
17 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 18 Years (216 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.95% +12.20%
Apr 1982 - Mar 2000
+5.48%
Jul 1964 - Jun 1982
0.00%
0 out of 678
Euro Inflation Adjusted +5.42% +9.72%
Jul 1982 - Jun 2000
+1.07%
Jul 1964 - Jun 1982
0.00%
0 out of 678
18 Years Annualized Rolling Returns
Timeframes ending in every month
18 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 19 Years (228 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.07% +11.52%
Oct 1981 - Sep 2000
+5.72%
Jan 2000 - Dec 2018
0.00%
0 out of 666
Euro Inflation Adjusted +5.54% +8.96%
Oct 1981 - Sep 2000
+1.45%
Jul 1963 - Jun 1982
0.00%
0 out of 666
19 Years Annualized Rolling Returns
Timeframes ending in every month
19 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 20 Years (240 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.22% +11.18%
Apr 1980 - Mar 2000
+5.73%
Apr 1962 - Mar 1982
0.00%
0 out of 654
Euro Inflation Adjusted +5.44% +8.36%
Apr 1980 - Mar 2000
+1.60%
Apr 1962 - Mar 1982
0.00%
0 out of 654
20 Years Annualized Rolling Returns
Timeframes ending in every month
20 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

To obtain comprehensive information, please consult the Fulvio Marchese In Saecula Saeculorum To EUR Hedged Portfolio: ETF allocation and returns page.